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The radio presenter had asked her several questions about the Diana film, including why she had decided to play “the most famous woman in the our lifetime” and whether she had spoken with friends who had known the late Princess of Wales.

When asked about the film being granted permission to film outside Kensington Palace, Watts told Mayo she was being instructed to “wind it up”.

&lt;noframe&gt;Twitter: Simon Mayo - A first for me and &lt;a href="http://www.twitter.com/wittertainment" target="_blank"&gt;@wittertainment&lt;/a&gt; as Naomi Watts walked out of an interview! She seemed a tad uncomfortable with the questions. Shame&lt;/noframe&gt;

He pointed out that they had been granted ten minutes to ask questions but had only used eight-and-a-half, adding: “Can we perhaps finish the interview as we started? Otherwise we can’t use it.”

After broadcasting the interview in full, he told listeners he was still "a little bit baffled as to why she was so uncomfortable".

A representative of film studio Entertainment One last week told a newspaper the account was false, accusing Mayo of acting “unprofessionally”.